| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
11,220.50 |
11,473.25 |
252.75 |
2.3% |
11,145.00 |
| High |
11,506.50 |
11,578.75 |
72.25 |
0.6% |
11,604.75 |
| Low |
11,208.00 |
11,469.75 |
261.75 |
2.3% |
11,140.25 |
| Close |
11,470.00 |
11,539.00 |
69.00 |
0.6% |
11,233.25 |
| Range |
298.50 |
109.00 |
-189.50 |
-63.5% |
464.50 |
| ATR |
320.73 |
305.60 |
-15.12 |
-4.7% |
0.00 |
| Volume |
443,046 |
403,379 |
-39,667 |
-9.0% |
3,047,573 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,856.25 |
11,806.50 |
11,599.00 |
|
| R3 |
11,747.25 |
11,697.50 |
11,569.00 |
|
| R2 |
11,638.25 |
11,638.25 |
11,559.00 |
|
| R1 |
11,588.50 |
11,588.50 |
11,549.00 |
11,613.50 |
| PP |
11,529.25 |
11,529.25 |
11,529.25 |
11,541.50 |
| S1 |
11,479.50 |
11,479.50 |
11,529.00 |
11,504.50 |
| S2 |
11,420.25 |
11,420.25 |
11,519.00 |
|
| S3 |
11,311.25 |
11,370.50 |
11,509.00 |
|
| S4 |
11,202.25 |
11,261.50 |
11,479.00 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,719.50 |
12,441.00 |
11,488.75 |
|
| R3 |
12,255.00 |
11,976.50 |
11,361.00 |
|
| R2 |
11,790.50 |
11,790.50 |
11,318.50 |
|
| R1 |
11,512.00 |
11,512.00 |
11,275.75 |
11,651.25 |
| PP |
11,326.00 |
11,326.00 |
11,326.00 |
11,395.75 |
| S1 |
11,047.50 |
11,047.50 |
11,190.75 |
11,186.75 |
| S2 |
10,861.50 |
10,861.50 |
11,148.00 |
|
| S3 |
10,397.00 |
10,583.00 |
11,105.50 |
|
| S4 |
9,932.50 |
10,118.50 |
10,977.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,604.75 |
11,197.50 |
407.25 |
3.5% |
272.75 |
2.4% |
84% |
False |
False |
532,755 |
| 10 |
11,604.75 |
10,813.75 |
791.00 |
6.9% |
272.25 |
2.4% |
92% |
False |
False |
550,544 |
| 20 |
11,604.75 |
10,656.50 |
948.25 |
8.2% |
310.25 |
2.7% |
93% |
False |
False |
596,580 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.5% |
301.25 |
2.6% |
49% |
False |
False |
302,286 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
18.7% |
282.75 |
2.4% |
58% |
False |
False |
201,716 |
| 80 |
12,448.75 |
9,720.25 |
2,728.50 |
23.6% |
273.00 |
2.4% |
67% |
False |
False |
151,411 |
| 100 |
12,448.75 |
9,168.00 |
3,280.75 |
28.4% |
257.75 |
2.2% |
72% |
False |
False |
121,136 |
| 120 |
12,448.75 |
8,348.50 |
4,100.25 |
35.5% |
246.75 |
2.1% |
78% |
False |
False |
100,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,042.00 |
|
2.618 |
11,864.00 |
|
1.618 |
11,755.00 |
|
1.000 |
11,687.75 |
|
0.618 |
11,646.00 |
|
HIGH |
11,578.75 |
|
0.618 |
11,537.00 |
|
0.500 |
11,524.25 |
|
0.382 |
11,511.50 |
|
LOW |
11,469.75 |
|
0.618 |
11,402.50 |
|
1.000 |
11,360.75 |
|
1.618 |
11,293.50 |
|
2.618 |
11,184.50 |
|
4.250 |
11,006.50 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,534.00 |
11,488.75 |
| PP |
11,529.25 |
11,438.50 |
| S1 |
11,524.25 |
11,388.00 |
|